LTAR

Tensor Forecasting Functions

CRAN Package

A set of tools for forecasting the next step in a multidimensional setting using tensors. In the examples, a forecast is made of sea surface temperatures of a geographic grid (i.e. lat/long). Each observation is a matrix, the entries in the matrix and the sea surface temperature at a particular lattitude/longitude. Cates, J., Hoover, R. C., Caudle, K., Kopp, R., & Ozdemir, C. (2021) "Transform-Based Tensor Auto Regression for Multilinear Time Series Forecasting" in 2021 20th IEEE International Conference on Machine Learning and Applications (ICMLA) (pp. 461-466), IEEE doi:10.1109/ICMLA52953.2021.00078.

  • Version0.1.0
  • R version≥ 4.2.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release08/21/2023

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  • Imports4 packages